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VTSNX vs. VIIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VTSNX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.21%
12.21%
VTSNX
VIIIX

Returns By Period

In the year-to-date period, VTSNX achieves a 6.40% return, which is significantly lower than VIIIX's 25.20% return. Over the past 10 years, VTSNX has underperformed VIIIX with an annualized return of 4.80%, while VIIIX has yielded a comparatively higher 12.01% annualized return.


VTSNX

YTD

6.40%

1M

-4.10%

6M

-0.21%

1Y

12.66%

5Y (annualized)

5.47%

10Y (annualized)

4.80%

VIIIX

YTD

25.20%

1M

1.18%

6M

12.22%

1Y

30.29%

5Y (annualized)

13.44%

10Y (annualized)

12.01%

Key characteristics


VTSNXVIIIX
Sharpe Ratio1.012.44
Sortino Ratio1.463.28
Omega Ratio1.181.45
Calmar Ratio1.093.55
Martin Ratio4.9815.70
Ulcer Index2.44%1.91%
Daily Std Dev12.03%12.30%
Max Drawdown-35.78%-55.18%
Current Drawdown-7.06%-1.35%

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VTSNX vs. VIIIX - Expense Ratio Comparison

VTSNX has a 0.08% expense ratio, which is higher than VIIIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
Expense ratio chart for VTSNX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VIIIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.00.8

The correlation between VTSNX and VIIIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

VTSNX vs. VIIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for VTSNX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.005.001.012.44
The chart of Sortino ratio for VTSNX, currently valued at 1.46, compared to the broader market0.005.0010.001.463.28
The chart of Omega ratio for VTSNX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.45
The chart of Calmar ratio for VTSNX, currently valued at 1.09, compared to the broader market0.005.0010.0015.0020.0025.001.093.55
The chart of Martin ratio for VTSNX, currently valued at 4.98, compared to the broader market0.0020.0040.0060.0080.00100.004.9815.70
VTSNX
VIIIX

The current VTSNX Sharpe Ratio is 1.01, which is lower than the VIIIX Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of VTSNX and VIIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.01
2.44
VTSNX
VIIIX

Dividends

VTSNX vs. VIIIX - Dividend Comparison

VTSNX's dividend yield for the trailing twelve months is around 3.00%, more than VIIIX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
VTSNX
Vanguard Total International Stock Index Fund Institutional Shares
3.00%3.24%3.08%3.08%2.13%3.07%3.19%2.75%2.95%2.86%3.42%2.72%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.27%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%1.87%

Drawdowns

VTSNX vs. VIIIX - Drawdown Comparison

The maximum VTSNX drawdown since its inception was -35.78%, smaller than the maximum VIIIX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for VTSNX and VIIIX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.06%
-1.35%
VTSNX
VIIIX

Volatility

VTSNX vs. VIIIX - Volatility Comparison

The current volatility for Vanguard Total International Stock Index Fund Institutional Shares (VTSNX) is 3.54%, while Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) has a volatility of 4.06%. This indicates that VTSNX experiences smaller price fluctuations and is considered to be less risky than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.54%
4.06%
VTSNX
VIIIX